MQL4 and MQL5 Programming Articles
Study the MQL5 language for programming trading strategies in numerous published articles mostly written by you - the community members. The articles are grouped into categories to help you quicker find answers to any questions related to programming: Integration, Tester, Trading Strategies, etc.
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Header in the Connexus (Part 3): Mastering the Use of HTTP Headers for Requests
We continue developing the Connexus library. In this chapter, we explore the concept of headers in the HTTP protocol, explaining what they are, what they are for, and how to use them in requests. We cover the main headers used in communications with APIs, and show practical examples of how to configure them in the library.
Body in Connexus (Part 4): Adding HTTP body support
In this article, we explored the concept of body in HTTP requests, which is essential for sending data such as JSON and plain text. We discussed and explained how to use it correctly with the appropriate headers. We also introduced the ChttpBody class, part of the Connexus library, which will simplify working with the body of requests.
MQL5 Wizard Techniques you should know (Part 30): Spotlight on Batch-Normalization in Machine Learning
Batch normalization is the pre-processing of data before it is fed into a machine learning algorithm, like a neural network. This is always done while being mindful of the type of Activation to be used by the algorithm. We therefore explore the different approaches that one can take in reaping the benefits of this, with the help of a wizard assembled Expert Advisor.
Across Neighbourhood Search (ANS)
The article reveals the potential of the ANS algorithm as an important step in the development of flexible and intelligent optimization methods that can take into account the specifics of the problem and the dynamics of the environment in the search space.
Connexus Observer (Part 8): Adding a Request Observer
In this final installment of our Connexus library series, we explored the implementation of the Observer pattern, as well as essential refactorings to file paths and method names. This series covered the entire development of Connexus, designed to simplify HTTP communication in complex applications.
Integrating Discord with MetaTrader 5: Building a Trading Bot with Real-Time Notifications
In this article, we will see how to integrate MetaTrader 5 and a discord server in order to receive trading notifications in real time from any location. We will see how to configure the platform and Discord to enable the delivery of alerts to Discord. We will also cover security issues which arise in connection with the use of WebRequests and webhooks for such alerting solutions.
Mastering File Operations in MQL5: From Basic I/O to Building a Custom CSV Reader
This article focuses on essential MQL5 file-handling techniques, spanning trade logs, CSV processing, and external data integration. It offers both conceptual understanding and hands-on coding guidance. Readers will learn to build a custom CSV importer class step-by-step, gaining practical skills for real-world applications.
Integrating MQL5 with data processing packages (Part 4): Big Data Handling
Exploring advanced techniques to integrate MQL5 with powerful data processing tools, this part focuses on efficient handling of big data to enhance trading analysis and decision-making.
MQL5 Wizard Techniques you should know (Part 51): Reinforcement Learning with SAC
Soft Actor Critic is a Reinforcement Learning algorithm that utilizes 3 neural networks. An actor network and 2 critic networks. These machine learning models are paired in a master slave partnership where the critics are modelled to improve the forecast accuracy of the actor network. While also introducing ONNX in these series, we explore how these ideas could be put to test as a custom signal of a wizard assembled Expert Advisor.
Building a Candlestick Trend Constraint Model (Part 10): Strategic Golden and Death Cross (EA)
Did you know that the Golden Cross and Death Cross strategies, based on moving average crossovers, are some of the most reliable indicators for identifying long-term market trends? A Golden Cross signals a bullish trend when a shorter moving average crosses above a longer one, while a Death Cross indicates a bearish trend when the shorter average moves below. Despite their simplicity and effectiveness, manually applying these strategies often leads to missed opportunities or delayed trades. By automating them within the Trend Constraint EA using MQL5, these strategies can operate independently to handle market reversals efficiently, while constrained strategies align with broader trends. This approach revolutionizes performance by ensuring precise execution and seamless integration of reversal and trend-following systems.
MQL5 Trading Toolkit (Part 5): Expanding the History Management EX5 Library with Position Functions
Discover how to create exportable EX5 functions to efficiently query and save historical position data. In this step-by-step guide, we will expand the History Management EX5 library by developing modules that retrieve key properties of the most recently closed position. These include net profit, trade duration, pip-based stop loss, take profit, profit values, and various other important details.
Price Action Analysis Toolkit Development (Part 6): Mean Reversion Signal Reaper
While some concepts may seem straightforward at first glance, bringing them to life in practice can be quite challenging. In the article below, we'll take you on a journey through our innovative approach to automating an Expert Advisor (EA) that skillfully analyzes the market using a mean reversion strategy. Join us as we unravel the intricacies of this exciting automation process.
Automating Trading Strategies in MQL5 (Part 3): The Zone Recovery RSI System for Dynamic Trade Management
In this article, we create a Zone Recovery RSI EA System in MQL5, using RSI signals to trigger trades and a recovery strategy to manage losses. We implement a "ZoneRecovery" class to automate trade entries, recovery logic, and position management. The article concludes with backtesting insights to optimize performance and enhance the EA’s effectiveness.
Neural Networks Made Easy (Part 96): Multi-Scale Feature Extraction (MSFformer)
Efficient extraction and integration of long-term dependencies and short-term features remain an important task in time series analysis. Their proper understanding and integration are necessary to create accurate and reliable predictive models.